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A test of efficiency for the S&P 500 index option market using the generalized spectrum method
Huang, Henry H.; Wang, Kent; Wang, Zhanglong - In: Journal of banking & finance 64 (2016), pp. 52-70
Persistent link: https://www.econbiz.de/10011634259
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Market price of risk : a comparison among the United States, United Kingdom, Australia and Japan
Wang, Kent - In: International review of finance 9 (2009) 4, pp. 405-429
Persistent link: https://www.econbiz.de/10003923629